+446.4%
ESE vs VT
+215.5%
+230.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.8% |
| 7D | -3.1% | -2.3% | -0.7% | -0.6% |
| 30D | -10.3% | -5.0% | -5.4% | -5.1% |
| 3M | -29.8% | -4.9% | -24.9% | -25.9% |
| 6M | -31.3% | -1.5% | -29.8% | -30.2% |
| YTD | +18.0% | +8.5% | +9.5% | +8.1% |
| 1Y | +5.3% | +11.4% | -6.0% | -6.2% |
| 3Y | +131.4% | +70.1% | +61.3% | +30.5% |
| 5Y | +158.5% | +53.7% | +104.8% | +62.2% |
| All | +446.4% | +215.5% | +230.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling